The Socceroos have succumbed to Euros-bound Denmark 2-0 in a friendly in Copenhagen a week out from the start of the final stage of World Cup qualifying.

Danish captain Daniel Agger slotted home a 32nd minute penalty and substitute Andreas Bjelland struck from close range in the 68th minute for the home side.

The result ensured that Princess Mary, who was in the crowd at Parken Stadium, did not have to worry about her loyalty being tested in front of her subjects.

The Socceroos had their chances with Alex Brosque and Harry Kewell failing to convert one on one opportunities early in the second half.

Australia fly out on Sunday to Oman for Friday's World Cup qualifier in Muscat before meeting Japan on June 12 in Brisbane.

Socceroos coach Holger Osieck used the match played in cool conditions to test out some combinations before the clash against Oman.

Jade North was handed a start at right-back with A-League players Archie Thompson and Harry Kewell in the run-on team.

World number 10 Denmark tested the Australian defence as early as the second minute with Dennis Rommedahl firing a volley across Mark Schwarzer's goals.

The home side took the lead in the 32nd minute after Matthew Spiranovic brought down Agger in the area.

Australia's defence was unlocked by a beautifully-weighted back-heel from midfield wizard Christian Eriksen for the surging Agger.

The Socceroos had their chances in the first half, Brosque squeezed a left-footed shot across the goal from a tight angle in the 16th minute and Mark Bresciano kept goalkeeper Stephan Andersen busy with a couple of long-range efforts.

Australia had a nervous moment four minutes after the break when Niki Zimling hit the deck under close attention from Spiranovic in the penalty area.

Play was waved on and it was Australia that had the chances to equalise with Brosque and Kewell not able to deliver the killer punch.

David Carney came on for Thompson and Mark Milligan for Mile Jedinak in the 65th minute before the Socceroos paid the price for not converting their chances.

Australia failed to clear a corner and the ball dropped at the feet of Bjelland who drilled the back into the back of the net.

Tim Cahill came on for Kewell in the 69th minute and Robbie Kruse for Luke Wilkshire.

The scoreline could have been worse for Australia in the 70th minute when a horrible Spiranovic back pass put Nicklas Bendtner through on goal only for the big striker to shoot wide.